Anic Equity¶

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Total return since start: 0.554 %¶

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Equity now: -----------------------------> 47481.21 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46086.24 Kr¶

PnL: ---------------------------------------> -802.33 Kr¶

DD now: ---------------------------------> -2.362 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-25 12:45:07.799940'

Anic Portfolio¶

This Week¶

Return: -0.901 %¶

Total¶

Return: 55.441 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 0.340000 3104.400000 133.400000 4.490000 2971.000006
HEBA B 70 -0.880000 2765.000000 129.000000 4.890000 2636.000010
FM Mattsson Mora Group B 50 -3.230000 3000.000000 73.000000 2.490000 2927.000000
SAAB B 8 0.630000 3428.800000 51.800000 1.530000 3377.000000
Corem Property Group B 59 -1.230000 614.780000 37.780000 6.550000 576.999999
Samhällsbyggnadsbo. i Norden B 20 -0.330000 389.600000 34.600000 9.750000 355.000000
AcadeMedia 12 -3.040000 588.720000 31.720000 5.690000 557.000004
Resurs Holding 22 -1.440000 600.600000 26.600000 4.630000 573.999998
MedCap 2 -1.970000 447.000000 26.000000 6.180000 421.000000
Norva24 Group 16 -0.280000 564.800000 21.800000 4.010000 543.000000
Boozt 12 -1.490000 1671.600000 17.600000 1.060000 1653.999996
HMS Networks 2 -3.100000 688.800000 15.800000 2.350000 673.000000
Eastnine 4 -0.470000 504.000000 13.000000 2.650000 491.000000
Swedbank A 3 -0.770000 576.600000 12.600000 2.230000 564.000000
Fastighetsbolag. Emilshus Pref 21 -0.180000 574.350000 12.350000 2.200000 562.000005
Securitas B 6 -1.140000 581.880000 11.880000 2.080000 570.000000
OEM International B 7 -0.780000 534.800000 6.800000 1.290000 527.999997
Coor Service Management Hold. 8 -0.660000 538.400000 6.400000 1.200000 532.000000
Karnov Group 9 -0.660000 539.100000 3.100000 0.580000 536.000004
Samhällsbyggnadsbo. i Norden D 12 -0.670000 248.640000 2.640000 1.070000 246.000000
Creaspac SPAC 6 -0.100000 574.800000 -2.200000 -0.380000 577.000002
Handelsbanken A 5 -1.410000 540.000000 -6.000000 -1.100000 546.000000
Intrum 4 -4.510000 520.800000 -6.200000 -1.180000 527.000000
Nordea Bank Abp 29 -0.220000 3446.940000 -7.060000 -0.200000 3453.999992
Essity B 2 -0.360000 558.600000 -15.400000 -2.680000 574.000000
Midsona B 63 -2.090000 561.960000 -21.040000 -3.610000 582.999984
CTEK 13 -2.390000 505.050000 -28.950000 -5.420000 533.999999
Essity A 4 -1.060000 1118.000000 -31.000000 -2.700000 1149.000000
International Petroleum Corp. 5 -1.700000 548.500000 -46.070000 -7.750000 594.565215
Vivesto 1368 0.500000 549.940000 -63.060000 -10.290000 612.999432
Sampo Oyj SDB 7 -1.290000 3759.000000 -91.000000 -2.360000 3850.000000
Axfood 13 0.330000 3594.500000 -161.500000 -4.300000 3756.000001
Fasadgruppen Group 35 1.960000 3647.000000 -164.000000 -4.300000 3810.999990
OX2 18 -2.490000 1412.100000 -251.900000 -15.140000 1663.999992
Ovzon 52 -2.720000 2787.200000 -574.800000 -17.100000 3361.999992
TOTAL 46086.260000 -802.310000 -2.36205% 46888.564618

Updated:¶

'2023-01-25 12:44:25.658498'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶